As a kid, I often felt frustrated going to Hebrew school because I was taught to read and chant Hebrew without knowing its meaning. Essentially, I was trained to stand up for my Bat Mitzvah and sound good, even if I had no clue what I was saying. I figured if I was going to spend all that time, I should at least be able to speak Hebrew somewhat conversationally and know what was going on.
These days, my statistics class feels rather similar to Hebrew school. I'm learning how to plug things into formulas to determine significance of just about anything. However, I generally don't know why I'm using one test or another, or really even what is going on within the test. If I had a giant set of data, I probably wouldn't know all that well what to do with it on my own. It's quite frustrating, and I've been attempting to get more books and do more internet research to fill in the gaps, but having difficulty. Hopefully this will change over time. I keep wishing the information would magically implant itself into my brain, but no such luck yet...
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I remember feeling the exact same way when I was in undergrad. It got better for me as a gradstudent and when I realized I could ask those questions.
It takes a really good stats teacher to get all that information out without some probing by students. I would encourage you to ask questions, when they teach you a formula/statistic ask when you would use which one. And keep asking until it makes sense to you.
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